+55.4%
ACWI vs ALLY
-7.4%
+62.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -3.5% |
| 7D | -4.0% | -1.1% | -2.9% | -3.7% |
| 30D | -5.8% | +4.2% | -10.0% | -6.9% |
| 3M | -5.0% | -12.4% | +7.4% | -1.7% |
| 6M | +0.7% | -8.7% | +9.4% | +2.8% |
| YTD | +8.4% | -11.6% | +20.1% | +11.3% |
| 1Y | +10.1% | +0.2% | +9.9% | +9.1% |
| 3Y | +70.8% | +57.1% | +13.7% | +45.1% |
| 5Y | +55.4% | -6.8% | +62.2% | +52.9% |
| All | +55.4% | -7.4% | +62.8% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling